Numerical methods in finance : Bordeaux, June 2010 /
René A. Carmona ... [et al.], editors.
- Heidelberg New York : Springer, 2012.
- xvii, 471 p : ill ; cm.
- Springer proceedings in mathematics ; v. 12 .
- Springer proceedings in mathematics ; v. 12. .
Includes bibliographical references.
pt. 1. Particle methods in finance -- pt. 2. Numerical methods for backward conditional expectations -- pt. 3. Numerical methods for energy derivatives.
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9783642257469 (ebook)
Business mathematics. Finance--Mathematical models.